APPLICATION DU FILTRE DE KALMAN A LA NAVIGATION*

This paper is concerned with an application of the Kalman filter to integrated navigation systems. It is shown that this filter is well adapted to resetting the dead-reckoning position by means of a radio-hyperbolic system or of a Doppler sonar. The algorithm can also be used for resetting the dead-reckoning position by means of a satellite navigation system. The first part is briefly concerned with stochastic processes and system theory. The canonical equations for navigation problems are written. The second part is devoted to the Kalman filter. The third part discusses the application of the algorithm to navigation problems and presents some simulation results.